There really aren't that many modem/router combos out there you can actually flash with open source firmware.
Router? Sure, no problem.
Modem? Outside of some very niche Fritzbox devices and others listed on OpenWRT Table of Hardware
There really just aren't that many.
So, fine. I will use a proprietary modem.
I will put it into bridge mode, let it decode the DSL analog signals into ethernet and feed that into a router of my choice.
Question is: Which modem?
I don't want two devices heating up my shelf. I just want a tiny modem that converts analog to digital into an RJ45 and then let's the router do its thing.
Does such a magical device exist, because my search on this front has proved largely fruitless
If by RJ45 you mean erhernet over standard 8P8C (i.e. RJ45) your looking for SFP-T modules. Can't connect that to your DSL line though since that's not Ethernet.
There do seem to exist G.fast sfp modules for dsl, but do note that sadly sfp module and router brand incompatibility is sadly a thing.
Related note: At our company we also had quite some issues getting some of these more special sfp modules working (e.g. XGS-PON), so ymmv with a dsl one.
(If you're looking for a device to plug sfp modules into, I can second MikroTik here. They're also great about accepting 3rd party SFPs)